+613.6%
FCX vs SYK
+173.6%
+440.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.0% | -4.6% | -5.4% |
| 7D | -1.9% | -12.3% | +10.5% | +5.9% |
| 30D | +3.4% | -22.4% | +25.8% | +20.5% |
| 3M | +15.0% | -12.3% | +27.3% | +20.8% |
| 6M | +14.6% | -24.3% | +39.0% | +32.3% |
| YTD | +41.2% | -22.8% | +64.0% | +59.4% |
| 1Y | +60.4% | -28.8% | +89.2% | +91.3% |
| 3Y | +88.4% | -4.0% | +92.4% | +76.6% |
| 5Y | +115.0% | +3.8% | +111.2% | +85.5% |
| All | +613.6% | +173.6% | +440.0% | +233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SYK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling